Neosperience Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:50.78% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2821 | 12.05 | |
| 0.3393 | 6.62 | |
| -0.1535 | -4.90 | |
| 4.2626 | 0.11 | |
| 0.1911 | 0.12 | |
| 0.4658 | 0.10 |
Estimation Period:
Feb 20, 2019 to Jun 20, 2025
Feb 20, 2019 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other Neosperience Spa Analyses
Other MF2-GARCH Analyses on International Equities